├── .gitattributes ├── .gitignore ├── AlphaNotes.md ├── README.md ├── __init__.py ├── api ├── __init__.py ├── iex.py ├── robinhood.py └── yahoo.py ├── backtest ├── __init__.py ├── algos │ ├── BaseStrategy.py │ ├── BuyAndHold.py │ ├── CrossOver.py │ ├── EqualVolatility.py │ ├── LeveragedEtfPair.py │ ├── MeanReversion.py │ ├── NCAV.py │ ├── PairSwitching.py │ ├── WeightedHold.py │ └── __init__.py ├── run.py └── util │ ├── __init__.py │ ├── analyzers.py │ ├── commission.py │ ├── observers.py │ └── universe.py ├── data ├── __init__.py ├── info │ ├── __init__.py │ ├── columns.csv │ ├── exclude.csv │ ├── industries.csv │ ├── info.p │ ├── info.py │ └── test_info.py ├── quotes.csv ├── russell │ ├── __init__.py │ ├── russell.py │ ├── russell_1000.csv │ ├── russell_2000.csv │ ├── small_cap.csv │ └── small_cap_filtered.csv └── spy │ ├── __init__.py │ ├── sp100.csv │ ├── sp500-tech.csv │ ├── spy.py │ ├── tickers.csv │ └── tickers.py ├── jupyter ├── alpha.ipynb ├── spy_investigation.ipynb ├── spy_test.ipynb └── spy_volatility.ipynb ├── test ├── __init__.py └── test.py └── tools ├── __init__.py ├── download_info.py ├── download_prices.py ├── fin_calc.py ├── hurst.py ├── log ├── __init__.py └── log.py ├── markowitz.py ├── plot.py ├── stats.py ├── std.py ├── update_prices.py ├── validate_data.py └── vix_term.py /.gitattributes: -------------------------------------------------------------------------------- 1 | jupyter/** linguist-vendored 2 | -------------------------------------------------------------------------------- /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/samwindham/algo-trader/HEAD/.gitignore -------------------------------------------------------------------------------- /AlphaNotes.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/samwindham/algo-trader/HEAD/AlphaNotes.md 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